Pages that link to "Item:Q5715901"

The following pages link to Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process (Q5715901):

Displaying 39 items.

• The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion (Q644634) (← links)
• Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims (Q659173) (← links)
• Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
• An algebraic operator approach to the analysis of Gerber-Shiu functions (Q659180) (← links)
• The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function (Q704410) (← links)
• On the discounted penalty function in a Markov-dependent risk model (Q817299) (← links)
• Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process (Q861406) (← links)
• A note on a class of delayed renewal risk processes (Q868319) (← links)
• Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang (Q889425) (← links)
• On ruin for the Erlang \((n)\) risk process (Q977146) (← links)
• On the renewal risk model under a threshold strategy (Q1026427) (← links)
• The Gerber-Shiu discounted penalty function in the stationary renewal risk model. (Q1413408) (← links)
• The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. (Q1430675) (← links)
• On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes. (Q1430677) (← links)
• The risk model with stochastic premiums, dependence and a threshold dividend strategy (Q1697201) (← links)
• The expected discounted penalty at ruin in the Erlang (2) risk process (Q1779678) (← links)
• On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← links)
• The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (Q1942188) (← links)
• The risk model with stochastic premiums and a multi-layer dividend strategy (Q2337817) (← links)
• The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims (Q2390010) (← links)
• Laplace transform of the survival probability under Sparre Andersen model (Q2464007) (← links)
• On a class of renewal risk models with a constant dividend barrier (Q2485536) (← links)
• On the expected discounted penalty functions for two classes of risk processes (Q2485543) (← links)
• On the integrated tail of the deficit in the renewal risk model (Q2516397) (← links)
• Asymptotics for solutions of a defective renewal equation with applications (Q2519356) (← links)
• On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times (Q2581783) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068) (← links)
• On a class of discrete time renewal risk models (Q3440861) (← links)
• The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion (Q3505192) (← links)
• Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model (Q3590744) (← links)
• On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula (Q4576843) (← links)
• The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model (Q5019751) (← links)
• Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model (Q5039802) (← links)
• The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
• The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (Q5467655) (← links)
• On a general class of renewal risk process: analysis of the Gerber-Shiu function (Q5697205) (← links)
• The Time Value of Ruin in a Sparre Andersen Model (Q5716025) (← links)
• Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model (Q5716026) (← links)